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Algorithms Leave but Insiders Arrive: Evidence from the Tick Size Pilot

https://doi.org/10.2139/ssrn.5585651
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.jfineco.2015.03.004openalex-snapshot
Equilibrium fast trading
inferredcites →https://doi.org/10.1016/j.jfineco.2015.08.004openalex-snapshot
Competition of the informed: Does the presence of short sellers affect insider selling?
inferredcites →https://doi.org/10.1016/j.jfineco.2019.11.004openalex-snapshot
Tick Size, Liquidity for Small and Large Orders, and Price Informativeness: Evidence from the Tick Size Pilot Program
inferredcites →https://doi.org/10.1016/j.jfineco.2020.07.002openalex-snapshot
The price effects of liquidity shocks: A study of the SEC’s tick size experiment
inferredcites →https://doi.org/10.1017/s0022109019000292openalex-snapshot
Insider Trading: What Really Protects U.S. Investors?
inferredcites →https://doi.org/10.1093/rfs/14.1.79openalex-snapshot
Are Insider Trades Informative?
inferredcites →https://doi.org/10.1093/rfs/hhad074openalex-snapshot
The Market Inside the Market: Odd-Lot Quotes
inferredcites →https://doi.org/10.1093/rfs/hhx137openalex-snapshot
Does Algorithmic Trading Reduce Information Acquisition?
inferredcites →https://doi.org/10.1093/rfs/hhz070openalex-snapshot
Back-Running: Seeking and Hiding Fundamental Information in Order Flows*
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01740.xopenalex-snapshot
Decoding Inside Information
inferredcites →https://doi.org/10.1111/jofi.12260openalex-snapshot
Do Prices Reveal the Presence of Informed Trading?
inferredcites →https://doi.org/10.1111/jofi.12759openalex-snapshot
High-Frequency Trading around Large Institutional Orders
inferredcites →https://doi.org/10.1111/jofi.13299openalex-snapshot
Legal Risk and Insider Trading
inferredcites →https://doi.org/10.1111/jofi.13320openalex-snapshot
Informed Trading Intensity
inferredcites →https://doi.org/10.1146/annurev-financial-121415-033010openalex-snapshot
The Economics of High-Frequency Trading: Taking Stock
inferredcites →https://doi.org/10.1287/mnsc.1080.0958openalex-snapshot
What Fraction of Stock Option Grants to Top Executives Have Been Backdated or Manipulated?
inferredcites →https://doi.org/10.1287/mnsc.2021.4113openalex-snapshot
The Sound of Silence: What Do We Know When Insiders Do Not Trade?
inferredcites →https://doi.org/10.1287/mnsc.2022.4502openalex-snapshot
Tick Size, Trading Strategies and Market Quality
inferredcites →https://doi.org/10.2308/tar-2018-0689openalex-snapshot
Tick Size Tolls: Can a Trading Slowdown Improve Earnings News Discovery?
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